AK

Doctor Arben Kita

Lecturer

Connect with Arben

Email: a.kita@soton.ac.uk

Address: B2, West Highfield Campus, University Road, SO17 1BJ (View in Google Maps)

Publications

6 publications

Page 1 of 1

Arbitrage in international sovereign debt markets? Evidence from the inflation protected securities of six countries

Arben Kita,

& Daniel L. Tortorice

, 2021 , Journal of Money, Credit & Banking , 53 (6) , 1417--1448

DOI: 10.1111/jmcb.12849

Type: article

Machine learning predictions of credit and equity risk premia

Arben Kita

, 2021

DOI: 10.2139/ssrn.3800205

Type: workingPaper

Same firm, two volatilities: how variance risk is priced in credit and equity markets

Arben Kita,

& Daniel L. Tortorice

, 2021 , Journal of Corporate Finance , 69

DOI: 10.1016/j.jcorpfin.2021.101885

Type: article

Extrapolation and cognitive dissonance in the market for credit risk

Arben Kita

, 2020

Type: workingPaper

Investor attention and FX market volatility

John Goddard,

Arben Kita,

& Qingwei Wang

, 2015 , Journal of International Financial Markets, Institutions and Money , 38 , 79--96

DOI: 10.1016/j.intfin.2015.05.001

Type: article

Speculate against speculative demand

O. ap Gwilym,

A. Kita,

& Q. Wang

, 2014 , International Review of Financial Analysis , 34 , 212--221

DOI: 10.1016/j.irfa.2014.03.001

Type: article

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